+609.5%
MTUM vs UPRO
+3,191.0%
-2,581.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +4.1% | -1.3% | +5.4% | +4.6% |
| 30D | +0.6% | -5.0% | +5.7% | +2.4% |
| 3M | -0.6% | +7.5% | -8.1% | -3.2% |
| 6M | +25.3% | +33.2% | -7.9% | +13.1% |
| YTD | +23.8% | +27.7% | -3.9% | +13.2% |
| 1Y | +25.4% | +43.0% | -17.7% | +9.9% |
| 3Y | +117.3% | +224.4% | -107.2% | +38.5% |
| 5Y | +79.7% | +135.9% | -56.2% | +17.9% |
| 10Y | +359.6% | +1,232.5% | -872.9% | +40.0% |
| All | +609.5% | +3,191.0% | -2,581.5% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling